Here's how to increase the chance that people click the confirmation link:
1/ Only deliver the lead magnet after they’ve confirmed, and tell them about it… which brings me to my next point below...
2/ Warn them right on the opt-in form not to enter a fake email as doing so will result in them not receiving their lead magnet:
3/ Tell them RIGHT AFTER they enter their email address and submit the form that they’re going to receive bonus tips inside the confirmation email. They'll then be more eager to open it. While reading your awesome bonus tips, they're even more excited to read more -> click to confirm.